+302.3%
NEM vs TEL
+316.2%
-13.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.3% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | +7.8% | -0.7% | +8.5% | +7.9% |
| 3M | +30.2% | +2.4% | +27.8% | +29.2% |
| 6M | +9.6% | +4.1% | +5.5% | +8.2% |
| YTD | +27.8% | -5.8% | +33.6% | +28.8% |
| 1Y | +60.7% | +0.9% | +59.8% | +59.8% |
| 3Y | +245.3% | +72.6% | +172.7% | +203.6% |
| 5Y | +155.3% | +57.5% | +97.8% | +124.8% |
| All | +302.3% | +316.2% | -13.9% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling